{"schemaVersion":1,"ticker":"JHAI","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/jhai/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, JHAI against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/jhai/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"JHAI","b":"VOO","window":{"from":"2025-08-29","to":"2026-10-23","firstReturn":"2025-09-05","weeklyReturns":60,"years":1.15,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03811736,"perWeek":0.0007330262,"days":288,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.26237367,"b":0.19493711,"edge":"JHAI","lead":"JHAI"},"annualised":{"a":0.22375986,"b":0.1668966,"edge":"JHAI","lead":"JHAI"},"price":{"a":0.25706955,"b":0.17788494,"edge":"JHAI","lead":"JHAI"},"volatility":{"a":0.24984137,"b":0.11764169,"edge":"VOO","lead":"VOO"},"downsideDeviation":{"a":0.16633291,"b":0.06945978,"edge":"VOO","lead":"VOO"},"maxDrawdown":{"a":-0.13376418,"b":-0.08377998,"edge":"VOO","lead":"VOO","aPeak":"2026-06-18","aTrough":"2026-10-23","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":0.19501034,"b":0.12321947,"edge":"JHAI","lead":"JHAI"},"sharpe":{"a":0.78053661,"b":1.04741331,"edge":"VOO","lead":"VOO"},"sortino":{"a":1.17240981,"b":1.77396873,"edge":"VOO","lead":"VOO"},"calmar":{"a":1.67279361,"b":1.9920821,"edge":"VOO","lead":"VOO"}},"relative":{"JHAI":{"on":"VOO","beta":1.70404402,"r2":0.64380659,"alpha":-0.01496107,"alphaT":-0.10573227,"alphaLow":-0.29820316,"alphaHigh":0.26828102,"upsideCapture":2.30454644,"downsideCapture":1.51862329,"treynor":0.11443973,"trackingError":0.17056909,"informationRatio":0.42089024,"upWeeks":35,"downWeeks":25,"treynorReference":0.12321947,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"JHAI","lead":"JHAI"},"downsideCapture":{"edge":"VOO","lead":"VOO"},"treynor":{"edge":"VOO (slight)","lead":"VOO"},"informationRatio":{"edge":null,"lead":"JHAI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"JHAI":{"kept":"2026-10-26","distributions":3,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":60,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.26237367}},"VOO":{"kept":"2026-10-26","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":60,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.19493711}}}}